Diffusions and Elliptic Operators
From MaRDI portal
Publication:4375187
DOI10.1007/b97611zbMath0914.60009OpenAlexW2082069653MaRDI QIDQ4375187
Publication date: 28 January 1998
Published in: Probability and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b97611
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Local time flow related to skew Brownian motion., Chasing balls through martingale fields, An analytical study of participating policies with minimum rate guarantee and surrender option, Stochastic approximation of quasi-stationary distributions on compact spaces and applications, Entropic repulsion for massless fields., Probability representations of solutions to the heat equation, The heat equation and reflected Brownian motion in time-dependent domains., The scaling limit of the interface of the continuous-space symbiotic branching model, An equivalence between the Dirichlet and the Neumann problem for the Laplace operator, The stochastic reach-avoid problem and set characterization for diffusions, Backward stochastic differential equations with random stopping time and singular final condition, Space-time fractional stochastic equations on regular bounded open domains, Hausdorff dimensions for SLE\(_6\)., A low-rank approach to the computation of path integrals, Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs, Monotonicity of the reflected Bessel transition density on the diagonal, How to escape a declining market: capacity investment or exit?, Harmonic functions for a class of integro-differential operators, A self-exciting threshold jump-diffusion model for option valuation, Limit velocity and zero-one laws for diffusions in random environment, Mean-Field Limit of a Stochastic Particle System Smoothly Interacting Through Threshold Hitting-Times and Applications to Neural Networks with Dendritic Component, Optimal quantizers for Radon random vectors in a Banach space, Initial-boundary value problem for the heat equation -- a stochastic algorithm, Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis, Reaction-diffusion on metric graphs: from 3D to 1D, On diffusion processes with drift in \(L_d\), Lower bounds for the density of locally elliptic Itô processes, Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals, Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method, Krylov-Safonov estimates for a degenerate diffusion process, Brownian motion with singular drift, Infinite rate mutually catalytic branching in infinitely many colonies: construction, characterization and convergence, KPZ relation does not hold for the level lines and \(\hbox {SLE}_\kappa \) flow lines of the Gaussian free field, Stable process with singular drift, Remarks on non-linear noise excitability of some stochastic heat equations, On diffusion processes with \(B(\mathbb{R}^2,\mathrm{VMO})\) coefficients and ``good Green's functions of the corresponding operators, Occupation times for stable-like processes, A class of singular symmetric Markov processes, Harnack inequality and regularity for a product of symmetric stable process and Brownian motion, Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift, Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model, Brownian motion with singular time-dependent drift, Improving Brownian approximations for boundary crossing problems, Gibbsian dynamics and the generalized Langevin equation, Path integration over closed loops and Gutzwiller's trace formula, Probability density function of SDEs with unbounded and path-dependent drift coefficient, An effective criterion and a new example for ballistic diffusions in random environment, Estimating discontinuous periodic signals in a time inhomogeneous diffusion, Hölder regularity for stochastic processes with bounded and measurable increments, The Mathematical Theories of Diffusion: Nonlinear and Fractional Diffusion, Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions, Space-time fractional diffusion on bounded domains, Regularity of solutions to anisotropic nonlocal equations, FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES, Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion, Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise, Large scale dynamics of the persistent turning Walker model of fish behavior, Pathwise uniqueness for a degenerate stochastic differential equation, The dimension of the SLE curves, Probabilistic representations of solutions of the forward equations, Harnack inequalities in infinite dimensions, Nonparametric estimation of scalar diffusions based on low frequency data, Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift, Heat kernel estimates and parabolic Harnack inequalities on graphs and resistance forms, Regularity of harmonic functions for a class of singular stable-like processes, Fractional Cauchy problems on bounded domains, Numerical approximation for a white noise driven SPDE with locally bounded drift, A uniqueness result for harmonic functions, Degenerate stochastic differential equations for catalytic branching networks, Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations, Diffusions, their derivatives and expansions in Wiener chaos, Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations, Regularity of extremal solutions of nonlocal elliptic systems, Uniqueness in law for stable-like processes of variable order, Optimal dividends with partial information and stopping of a degenerate reflecting diffusion, Malliavin calculus for infinite-dimensional systems with additive noise, The renormalization transformation for two-type branching models, On nonlocal systems with jump processes of finite range and with decays, Exponential convergence for a periodically driven semilinear heat equation, Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling, A stable Cox-Ingersoll-Ross model with restart, On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains, Non-local Dirichlet forms and symmetric jump processes, Stochastic bifurcation models, Forcing the system by a drift, Talagrand concentration inequalities for stochastic partial differential equations, Stochastic solutions of some nonlinear partial differential equations, Harvesting of interacting stochastic populations, Density estimates and short-time asymptotics for a hypoelliptic diffusion process, Heat kernel bounds for a large class of Markov process with singular jump, Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon, Harvesting and seeding of stochastic populations: analysis and numerical approximation, Bounding the first passage time on an average, Hölder estimates for resolvents of time-changed Brownian motions, Strong regularization by Brownian noise propagating through a weak Hörmander structure, Transition operators of diffusions reduce zero-crossing, Sharp adaptive drift estimation for ergodic diffusions: the multivariate case, Systems of equations driven by stable processes, Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula, Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains, LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS, Potential Theory in Classical Probability, Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift, Optimal dividend payout under stochastic discounting, The American put with finite‐time maturity and stochastic interest rate, Importance sampling for McKean-Vlasov SDEs, Exact simulation of first exit times for one-dimensional diffusion processes, Some mathematical aspects of Anderson localization: boundary effect, multimodality, and bifurcation, Green function estimates for second order elliptic operators in non-divergence form with Dini continuous coefficients, Stochastic solutions and singular partial differential equations, The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem, Unnamed Item, A Probabilistic Analysis of Volume Transmission in the Brain, Weak well-posedness of multidimensional stable driven SDEs in the critical case, A physicist’s guide to explicit summation formulas involving zeros of Bessel functions and related spectral sums, Transient anomalous sub-diffusion on bounded domains, STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝd, On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems, Fractional Gaussian fields: a survey, Ergodic control of diffusions with random intervention times, On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients, Poisson–Vlasov in a strong magnetic field: A stochastic solution approach, Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations, An algorithm for probabilistic solution of parabolic PDEs